Essent Group LTD ESNT 68.18 -0.16 -0.23%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
ESNT / Comparative study
3 signals / 509 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.91
8.56
Mean
26.78
Window
-78.9%
ATM IV
z -0.97
0.22
Mean
0.43
Window
-62.9%
IV Percentile
z -0.77
25.97
Mean
49.25
Window
-68.2%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.97 | 0.85 |
| ATM IV | 0.97 | 1.00 | 0.88 |
| IV Percent... | 0.85 | 0.88 | 1.00 |
Source observations
Data inspector
1-50 of 509
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-11 | 68.18 | 8.56 | 0.22 | 25.97 |
| 2026-09-10 | 68.34 | 10.64 | 0.25 | 36.43 |
| 2026-09-09 | 68.57 | 7.31 | 0.2 | 16.67 |
| 2026-09-08 | 68.44 | 7.62 | 0.2 | 19.38 |
| 2026-09-07 | 69.18 | 7.71 | 0.21 | 20.23 |
| 2026-09-04 | 69.18 | 7.17 | 0.2 | 16.28 |
| 2026-09-03 | 69.63 | 7.17 | 0.2 | 16.67 |
| 2026-09-02 | 68.97 | 9.09 | 0.22 | 30.23 |
| 2026-09-01 | 68.09 | 9.59 | 0.23 | 31.91 |
| 2026-08-31 | 67.56 | 7.43 | 0.2 | 19.53 |
| 2026-08-28 | 68.9 | 13 | 0.28 | 50.19 |
| 2026-08-27 | 69.27 | 22.98 | 0.42 | 82.49 |
| 2026-08-26 | 69.59 | 8.79 | 0.22 | 29.96 |
| 2026-08-25 | 69 | 8.33 | 0.21 | 26.07 |
| 2026-08-24 | 68.47 | 20.63 | 0.39 | 79.3 |
| 2026-08-21 | 68.07 | 9.32 | 0.23 | 31.91 |
| 2026-08-20 | 68.53 | 12.38 | 0.27 | 46.69 |
| 2026-08-19 | 69.04 | 16.14 | 0.32 | 63.04 |
| 2026-08-18 | 69.58 | 16.01 | 0.32 | 63.04 |
| 2026-08-17 | 69.43 | 8.28 | 0.21 | 26.56 |
| 2026-08-14 | 69.57 | 7.28 | 0.2 | 20.23 |
| 2026-08-13 | 69.28 | 10.97 | 0.25 | 38.13 |
| 2026-08-12 | 68.28 | 9.25 | 0.23 | 31.13 |
| 2026-08-11 | 67.62 | 16.63 | 0.33 | 65.37 |
| 2026-08-10 | 67.61 | 20.42 | 0.38 | 77.73 |
| 2026-08-07 | 68.72 | 8.65 | 0.22 | 29.18 |
| 2026-08-06 | 65.51 | 22.84 | 0.42 | 80.16 |
| 2026-08-05 | 66.51 | 13.81 | 0.29 | 54.09 |
| 2026-08-04 | 66.67 | 12.8 | 0.28 | 47.86 |
| 2026-08-03 | 66.73 | 13.09 | 0.28 | 50.39 |
| 2026-07-31 | 65.96 | 12.3 | 0.27 | 45.14 |
| 2026-07-30 | 66.46 | 13.17 | 0.28 | 50.19 |
| 2026-07-29 | 68.12 | 25.46 | 0.46 | 81.32 |
| 2026-07-28 | 67.38 | 14.74 | 0.3 | 56.42 |
| 2026-07-27 | 66.37 | 17.08 | 0.34 | 65.63 |
| 2026-07-24 | 65.75 | 12.76 | 0.28 | 47.08 |
| 2026-07-23 | 64.42 | 13.28 | 0.28 | 50.58 |
| 2026-07-22 | 65.06 | 16.75 | 0.33 | 63.42 |
| 2026-07-21 | 65.48 | 16.25 | 0.33 | 59.92 |
| 2026-07-20 | 66.17 | 16.5 | 0.33 | 61.33 |
| 2026-07-17 | 66.71 | 14.35 | 0.3 | 54.09 |
| 2026-07-16 | 66.28 | 14.02 | 0.29 | 53.7 |
| 2026-07-15 | 63.6 | 29.47 | 0.51 | 84.82 |
| 2026-07-14 | 65.01 | 15.09 | 0.31 | 56.42 |
| 2026-07-13 | 64.93 | 11.14 | 0.25 | 40.23 |
| 2026-07-10 | 64.36 | 12.86 | 0.28 | 48.25 |
| 2026-07-09 | 64.5 | 8.83 | 0.22 | 31.52 |
| 2026-07-08 | 64.11 | 3.97 | 0.15 | 1.95 |
| 2026-07-07 | 64.6 | 19.34 | 0.37 | 69.65 |
| 2026-07-02 | 64.85 | 15.83 | 0.32 | 56.98 |